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R-SIG-Finance October 2016

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CVaR and Penalty Augmented objective function

8 msgs
Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 11, 2016 R. Michael Weylandt CVaR and Penalty Augmented objective function Oct 11, 2016 Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 12, 2016 Brian G. Peterson CVaR and Penalty Augmented objective function Oct 12, 2016 Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 12, 2016 R. Michael Weylandt CVaR and Penalty Augmented objective function Oct 13, 2016 Brian G. Peterson CVaR and Penalty Augmented objective function Oct 13, 2016 Marco Mastrangeli CVaR and Penalty Augmented objective function Oct 14, 2016

Closest weekly endpoint to the fifteenth of the month

1 msg
ce Closest weekly endpoint to the fifteenth of the month Oct 20, 2016

Closest weekly endpoint to the fifteenth of the month

1 msg
Ilya Kipnis Closest weekly endpoint to the fifteenth of the month Oct 20, 2016

Constrained portfolio optimization with DEoptim

3 msgs
Kristian Lind Constrained portfolio optimization with DEoptim Oct 4, 2016 Brian G. Peterson Constrained portfolio optimization with DEoptim Oct 4, 2016 Kristian Lind Constrained portfolio optimization with DEoptim Oct 20, 2016

Error:subscript out of bounds: no column name containing "Close

2 msgs
Ramesh Error:subscript out of bounds: no column name containing "Close Oct 8, 2016 Brian G. Peterson Error:subscript out of bounds: no column name containing "Close Oct 9, 2016

Loop For - ARMA model estimation and selection

1 msg
Andrea Bosio Loop For - ARMA model estimation and selection Oct 16, 2016

Loop For - ARMA+GARCH Model estimation and selection

2 msgs
Andrea Bosio Loop For - ARMA+GARCH Model estimation and selection Oct 16, 2016 Andrea Bosio Loop For - ARMA+GARCH Model estimation and selection Oct 16, 2016

PortfolioAttribution

4 msgs
fceci PortfolioAttribution Oct 28, 2016 Daniel Cegiełka PortfolioAttribution Oct 28, 2016 Joshua Ulrich PortfolioAttribution Oct 28, 2016 fceci PortfolioAttribution Oct 29, 2016

Search Function

2 msgs
Michael Chen Search Function Oct 8, 2016 Brian G. Peterson Search Function Oct 9, 2016

number of observations - rugarch

2 msgs
Carolina Magda Roma number of observations - rugarch Oct 15, 2016 Patrick Burns number of observations - rugarch Oct 15, 2016

rugarch: memory not mapped error

2 msgs
Sebastian Bayer rugarch: memory not mapped error Oct 18, 2016 Sebastian Bayer rugarch: memory not mapped error Oct 19, 2016

using quantstrat with custom data

5 msgs
Jon Golenbock using quantstrat with custom data Oct 24, 2016 Ilya Kipnis using quantstrat with custom data Oct 24, 2016 Kevin Dhingra using quantstrat with custom data Oct 24, 2016 Jon Golenbock using quantstrat with custom data Oct 24, 2016 Jon Golenbock using quantstrat with custom data Oct 24, 2016